+15,768.5%
NOC vs EAT
+11,644.8%
+4,123.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -7.2% | +1.9% | -9.1% | -7.5% |
| 3M | -5.1% | +68.7% | -73.8% | -10.2% |
| 6M | -31.1% | +66.9% | -98.0% | -35.0% |
| YTD | -8.6% | +60.4% | -69.0% | -13.7% |
| 1Y | -9.7% | +44.0% | -53.7% | -14.1% |
| 3Y | +24.3% | +604.7% | -580.4% | -2.7% |
| 5Y | +52.6% | +347.0% | -294.4% | +21.9% |
| 10Y | +183.6% | +390.8% | -207.2% | +105.5% |
| All | +15,768.5% | +11,644.8% | +4,123.7% | +7,231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling